GOOS · Expected Move
Canada Goose Holdings Inc.
The expected move for GOOS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
GOOS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current GOOS Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$0.48
30-Day ATM IV
49.3%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to GOOS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
GOOS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.23 | $0.48 | 49.3% | 18% |
| 20261106 | $1.38 | $0.50 | 49.2% | 17% |
| 20261105 | $1.40 | $0.72 | 55.1% | 24% |
| 20261104 | $1.38 | $0.95 | 53.8% | 23% |
| 20261103 | $1.30 | $0.93 | 59.9% | 30% |
| 20261102 | $1.25 | $0.88 | 56.8% | 27% |
| 20261030 | $1.15 | $0.80 | 60.4% | 31% |
| 20261029 | $1.12 | $0.95 | 61.7% | 32% |
| 20261028 | $1.08 | $0.88 | 59.3% | 29% |
| 20261027 | $1.15 | $0.90 | 58.9% | 29% |
| 20261026 | $1.18 | $0.32 | 60.6% | 31% |
| 20261023 | $1.07 | $0.40 | 60.4% | 31% |
| 20261022 | $1.10 | $0.43 | 64.7% | 36% |
| 20261021 | $1.12 | $0.50 | 59.0% | 29% |
| 20261020 | $1.07 | $0.53 | 56.0% | 25% |
| 20261019 | $0.95 | $0.28 | 55.5% | 25% |
| 20261016 | $1.12 | $0.38 | 57.7% | 28% |
| 20261015 | $1.27 | $0.53 | 60.5% | 31% |
| 20261014 | $1.02 | $0.43 | 56.9% | 27% |
| 20261013 | $1.15 | $0.43 | 56.8% | 26% |
| 20261012 | $1.12 | $0.30 | 58.7% | 29% |
| 20261009 | $1.05 | $0.38 | 57.0% | 27% |
| 20261008 | $0.97 | $0.45 | 54.0% | 23% |
| 20261007 | $0.93 | $0.38 | 53.6% | 23% |
| 20261006 | $0.97 | $0.47 | 54.0% | 23% |
| 20261005 | $1.00 | $0.33 | 42.0% | 9% |
| 20261002 | $0.75 | $0.38 | 48.2% | 16% |
| 20261001 | $0.83 | $0.50 | 47.4% | 15% |
| 20260930 | $0.80 | $0.50 | 43.4% | 10% |
| 20260929 | $0.72 | $0.47 | 39.5% | 6% |
| 20260928 | $0.78 | $0.38 | 41.7% | 8% |
| 20260925 | $0.68 | $0.33 | 40.0% | 6% |
| 20260924 | $0.70 | $0.40 | 40.7% | 7% |
| 20260923 | $0.75 | $0.45 | 43.7% | 11% |
| 20260922 | $0.70 | $0.43 | 38.9% | 5% |
| 20260921 | $0.73 | $0.30 | 40.7% | 7% |
| 20260918 | $0.78 | $0.43 | 39.6% | 6% |
| 20260917 | $0.82 | $0.47 | 42.0% | 9% |
| 20260916 | $0.90 | $0.45 | 44.8% | 12% |
| 20260915 | $0.83 | $0.50 | 42.2% | 9% |
| 20260914 | $0.77 | $0.38 | 42.9% | 10% |
| 20260911 | $0.85 | $0.38 | 43.1% | 10% |
| 20260910 | $0.70 | $0.42 | 39.8% | 6% |
| 20260909 | $0.73 | $0.47 | 41.4% | 8% |
| 20260908 | $0.78 | $0.53 | 41.9% | 9% |
| 20260904 | $0.93 | $0.38 | 48.0% | 16% |
| 20260903 | $1.00 | $0.45 | 49.9% | 18% |
| 20260902 | $1.02 | $0.40 | 50.8% | 19% |
| 20260901 | $0.98 | $0.47 | 49.0% | 17% |
| 20260831 | $1.02 | $0.38 | 49.8% | 18% |
| 20260828 | $1.00 | $0.47 | 47.0% | 15% |
| 20260827 | $0.98 | $0.47 | 48.5% | 17% |
| 20260826 | $1.05 | $0.53 | 51.6% | 20% |
| 20260825 | $1.02 | $0.57 | 46.7% | 14% |
| 20260824 | $1.23 | $0.45 | 64.8% | 36% |
| 20260821 | $0.78 | $0.38 | 55.9% | 25% |
| 20260820 | $0.77 | $0.45 | 65.7% | 37% |
| 20260819 | $0.73 | $0.53 | 34.7% | 0% |
| 20260818 | $0.82 | $0.40 | 42.8% | 6% |
| 20260817 | $0.80 | $0.25 | 49.2% | 14% |
More on GOOS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.